+260.5%
FERG vs GLDM
+221.7%
+38.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.3% |
| 7D | -2.0% | +1.9% | -3.9% | -2.3% |
| 30D | +5.5% | -1.7% | +7.2% | +5.7% |
| 3M | -7.3% | -3.5% | -3.8% | -6.9% |
| 6M | -6.1% | -10.1% | +4.0% | -4.8% |
| YTD | +7.5% | -5.0% | +12.5% | +8.3% |
| 1Y | -3.9% | +2.8% | -6.7% | -4.0% |
| 3Y | +57.3% | +105.1% | -47.8% | +43.0% |
| 5Y | +68.9% | +124.3% | -55.4% | +50.2% |
| All | +260.5% | +221.7% | +38.8% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling